∞
π Σ ∫ ∂ Δ √
Δ

Speaker:Xu Zhang (Sichuan University)

Time:2024-9-12, 16:30

Location:Conference Room C503 at Administration Building at Haiyun Campus

Abstract:

In this talk, I will present some recent progresses and open problems on control theory for stochastic partial differential equations. I will explain the new phenomena and difficulties in the study of controllability and optimal control problems for these systems. In particular, I will show by some examples that both the formulation of corresponding stochastic control problems and the tools to solve them may differ considerably from their deterministic/finite-dimensional counterparts.